+52.3%
BDX vs VYM
+21.8%
+30.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.3% | +4.3% |
| 7D | +7.2% | +1.2% | +6.0% | +6.0% |
| 30D | +15.8% | +5.2% | +10.6% | +10.3% |
| 3M | +23.7% | +0.5% | +23.2% | +23.0% |
| 6M | +44.8% | +7.7% | +37.1% | +34.0% |
| YTD | +39.8% | +17.2% | +22.6% | +16.6% |
| 1Y | +52.3% | +21.7% | +30.7% | +22.6% |
| All | +52.3% | +21.8% | +30.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling